+300.3%
CME vs WEC
+195.2%
+105.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.7% | -0.7% | +3.4% | +2.9% |
| 30D | +13.5% | +11.0% | +2.5% | +9.4% |
| 3M | +20.9% | +8.6% | +12.3% | +17.4% |
| 6M | +11.5% | +6.2% | +5.3% | +9.0% |
| YTD | +19.5% | +14.3% | +5.2% | +13.7% |
| 1Y | +17.2% | +8.4% | +8.9% | +13.6% |
| 3Y | +65.1% | +62.9% | +2.3% | +37.9% |
| 5Y | +73.1% | +55.8% | +17.3% | +44.8% |
| All | +300.3% | +195.2% | +105.0% | +219.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling